ICE BofAML U.S. Bond Market Option Volatility Estimate Index

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CDX/CBOE NA High Yield 1-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 3-Month Volatility Index (BP Volatility)

CDX/CBOE NA High Yield 6-Month Volatility Index (BP Volatility)

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CDX/CBOE NA Investment Grade 3-Month Volatility Index (BP Volatility)

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CBOE Volatility Index

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CBOE DJIA Volatility Index

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CBOE S&P 500 9-Day Volatility Index

CBOE 3-Month Volatility Index

CBOE 1-Day Volatility Index

CBOE S&P 500 6-Month Volatility Index

CBOE S&P 500 One-Year Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7212	3.48
$α$	0.0940	5.07
$β$	0.8508	38.43
$γ_{1}$	-0.5757	-2.25
$γ_{2}$	0.6964	2.04
$γ_{3}$	0.0035	0.02
$γ_{4}$	-0.1641	-1.19
$γ_{5}$	-0.0270	-0.17
$γ_{6}$	0.1258	0.77
$γ_{7}$	0.1917	1.27
$γ_{8}$	-0.6715	-4.13
$γ_{9}$	0.5857	4.69

V-Lab

State Street SPDR Portfolio Aggregate Bond ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:3.76% (-0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR Portfolio Aggregate Bond ETF Analyses